Forum Markets (FRMM)'s 30-day implied volatility (IV30) was 100.6% at the close on November 12, 2026, up from 87.4% the day before, against a 52-week range of 56.8% to 400.0%. Its 20-day historical volatility was 118.1%.

Key numbers

30-day implied volatility (IV30): 100.6%
IV30 52-week range: 56.8% to 400.0% (median 109.4%)
Historical volatility: 20-day 118.1%, 1-year 106.6%
Implied move by the nearest expiration: ±6.5%

Data as of November 12, 2026.

FRMM Implied Volatility (IV) vs Historical Volatility (HV)

Name: FRMM Implied Volatility
Creator: Market Chameleon